A Methodology for Assessing Model Risk and Its Application to the Implied Volatility Function Model Author(s): John Hull and Wulin Suo Source: The Journal of Financial and Quantitative Analysis, Vol. 37, No. 2 (Jun., 2002), pp. 297-318 Published by: University of Washington School of Business Administration Stable URL: http://www.jstor.org/stable/3595007 . Accessed: 16/04/2013 15:40 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. . University of Washington School of Business Administration is collaborating with JSTOR to digitize, preserve and extend access to The Journal of Financial and Quantitative Analysis. http://www.jstor.org This content downloaded from 130.15.83.68 on Tue, 16 Apr 2013 15:40:38 PM All use subject to JSTOR Terms and Conditions